The relationship between crude oil futures market and Chinese/US stock index futures market based on breakpoint test

DOI Number:10.3390/e23091172

Affiliation of Author(s):管理工程学院

Journal:Entropy

Funded by:国家自然科学基金、教育部人文社会科学基金、江苏省社科基金

Key Words:Stock index futures; WTI crude oil futures; transmission relationship; breakpoint test; VAR–DCC–GARCH

All the Authors:Liu Kai,Lai Kin Keung,Cui Hairong

First Author:Lu Xunfa

Indexed by:Journal paper

Document Code:1172

Discipline:Economics

Document Type:J

Volume:23

Issue:9

Translation or Not:no

Date of Publication:2021-09-06

Included Journals:SCI